+50.5%
B vs TGT
+78.5%
-28.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.6% |
| 7D | -5.0% | -5.0% | 0.0% | -5.4% |
| 30D | +8.7% | +3.0% | +5.7% | +9.1% |
| 3M | +17.3% | +22.6% | -5.3% | +20.6% |
| 6M | -5.0% | +31.2% | -36.2% | -2.2% |
| YTD | +1.4% | +63.7% | -62.3% | +6.2% |
| 1Y | +50.5% | +78.5% | -28.0% | +56.0% |
| All | +50.5% | +78.5% | -28.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling